The tutorial level guy dropped the ball here, I am throwing him under the bus because he is me!
You can switch characters with shift, the tutorial covers it... but... the climbing mechanic instructions only show while you are Red, and I think most people are running out of the level as Blue, who can dominate level 1 and 2! We have learnt we need to get our mates to playtest :D
I think we are going to push a small update to explain it better. Thanks for playing it